Grouping data into 3 groups

You can use grouping starting at -4 ending at 10 and grouping by 5. then in pivot table the column label is just a label - you can manualy adjust it to your needs.
another oprion - add helper column to your data and make classification into 0; 1-5; >5 in this column. use this column instead of no of seaerches in your pivot